An Alternating Optimization Method for Bilevel Problems Under the Polyak-Łojasiewicz Condition

Abstract

Bilevel optimization has recently regained interest owing to its applications in emerging machine learning fields such as hyperparameter optimization, meta-learning, and reinforcement learning. Recent results have shown that simple alternating (implicit) gradient-based algorithms can match the convergence rate of single-level gradient descent (GD) when addressing bilevel problems with a strongly convex lower-level objective. However, it remains unclear whether this result can be generalized to bilevel problems beyond this basic setting. In this paper, we first introduce a stationary metric for the considered bilevel problems, which generalizes the existing metric, for a nonconvex lower-level objective that satisfies the Polyak-Łojasiewicz (PL) condition. We then propose a Generalized ALternating mEthod for bilevel opTimization (GALET) tailored to BLO with convex PL LL problem and establish that GALET achieves an $\epsilon$-stationary point for the considered problem within $\tilde{\cal O}(\epsilon^{-1})$ iterations, which matches the iteration complexity of GD for single-level smooth nonconvex problems.

Cite

Text

Xiao et al. "An Alternating Optimization Method for Bilevel Problems Under the Polyak-Łojasiewicz Condition." Neural Information Processing Systems, 2023.

Markdown

[Xiao et al. "An Alternating Optimization Method for Bilevel Problems Under the Polyak-Łojasiewicz Condition." Neural Information Processing Systems, 2023.](https://mlanthology.org/neurips/2023/xiao2023neurips-alternating/)

BibTeX

@inproceedings{xiao2023neurips-alternating,
  title     = {{An Alternating Optimization Method for Bilevel Problems Under the Polyak-Łojasiewicz Condition}},
  author    = {Xiao, Quan and Lu, Songtao and Chen, Tianyi},
  booktitle = {Neural Information Processing Systems},
  year      = {2023},
  url       = {https://mlanthology.org/neurips/2023/xiao2023neurips-alternating/}
}